+54.6%
TER vs TSEM
+273.4%
-218.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.8% | -2.3% | 0.0% |
| 7D | -20.5% | -17.5% | -3.0% | -11.8% |
| 30D | -47.0% | -44.7% | -2.3% | -28.2% |
| 3M | -43.3% | -38.9% | -4.4% | -27.7% |
| 6M | -42.9% | -36.7% | -6.2% | -29.5% |
| YTD | +12.9% | +17.0% | -4.1% | +1.3% |
| 1Y | +18.2% | +62.8% | -44.7% | -10.4% |
| 3Y | +151.8% | +471.3% | -319.5% | +5.0% |
| All | +54.6% | +273.4% | -218.8% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TSEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling